The Distribution of Stock Returns: New Evidence against the Stable Model
- 1 April 1990
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 8 (2) , 217
- https://doi.org/10.2307/1391984
Abstract
We present a simple but effective procedure for determining whether a reasonably large sample comes from a stable population against the alternative that it com...Keywords
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